+2,071.0%
STX vs KHC
-54.7%
+2,125.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +9.9% |
| 7D | -14.8% | -2.0% | -12.7% | -14.6% |
| 30D | -35.4% | +9.7% | -45.0% | -36.4% |
| 3M | -37.7% | -2.0% | -35.7% | -37.8% |
| 6M | -35.2% | +5.4% | -40.7% | -36.9% |
| YTD | +84.4% | +5.9% | +78.5% | +78.3% |
| 1Y | +82.3% | +7.5% | +74.8% | +75.5% |
| 3Y | +646.2% | -12.4% | +658.6% | +643.1% |
| 5Y | +487.4% | -15.8% | +503.3% | +481.3% |
| 10Y | +2,071.0% | -54.1% | +2,125.1% | +2,103.4% |
| All | +2,071.0% | -54.7% | +2,125.8% | +2,103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling